Related papers: Modeling and Optimizing Resource Allocation Decisi…
For servers incorporating parallel computing resources, batching is a pivotal technique for providing efficient and economical services at scale. Parallel computing resources exhibit heightened computational and energy efficiency when…
Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…
In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…
Multi-agent Markov Decision Processes (MMDPs) arise in a variety of applications including target tracking, control of multi-robot swarms, and multiplayer games. A key challenge in MMDPs occurs when the state and action spaces grow…
Consumption Markov Decision Processes (CMDPs) are probabilistic decision-making models of resource-constrained systems. In a CMDP, the controller possesses a certain amount of a critical resource, such as electric power. Each action of the…
Consider a multi-agent system in a dynamic and uncertain environment. Each agent's local decision problem is modeled as a Markov decision process (MDP) and agents must coordinate on a joint action in each period, which provides a reward to…
We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…
We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…
Resource allocation and task prioritisation are key problem domains in the fields of autonomous vehicles, networking, and cloud computing. The challenge in developing efficient and robust algorithms comes from the dynamic nature of these…
Algorithmic decisions made by machine learning models in high-stakes domains may have lasting impacts over time. However, naive applications of standard fairness criterion in static settings over temporal domains may lead to delayed and…
This paper considers an optimal task allocation problem for human robot collaboration in human robot systems with persistent tasks. Such human robot systems consist of human operators and intelligent robots collaborating with each other to…
Caching and multicasting at base stations are two promising approaches to support massive content delivery over wireless networks. However, existing scheduling designs do not make full use of the advantages of the two approaches. In this…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
Following the occurrence of an extreme natural or man-made event, community recovery management should aim at providing optimal restoration policies for a community over a planning horizon. Calculating such optimal restoration polices in…
This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…
In this paper we present efficient algorithmic solutions for several constrained resource allocation, management and discovery problems. We consider new types of resource allocation models and constraints, and we present new geometric…
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…
Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…
Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the…
Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…